On continuity in risk-averse bilevel stochastic linear programming with random lower level objective function.
Matthias ClausPublished in: Oper. Res. Lett. (2021)
Keyphrases
- lower level
- linear programming
- risk averse
- stochastic programming
- linear program
- objective function
- higher level
- risk neutral
- low level
- feasible solution
- risk aversion
- optimality conditions
- high level
- upper level
- optimal solution
- mathematical programming
- multistage
- quadratic programming
- utility function
- nonlinear programming
- primal dual
- dynamic programming
- semidefinite programming
- np hard
- multi objective
- cost function
- decision makers
- optimization problems
- evolutionary algorithm
- stationary points
- reinforcement learning
- bilevel programming